NYSE Liffe Gateway

7.18.41.0

Released: Dec 03, 2019 File Size: 0
Package Contents:
No notes available.

Important Notes

NYSE Liffe Gateway 7.18.41 is released to address issues found in the field.

Why Should I Upgrade?

NYSE Liffe Gateway 7.18.41 is released to address issues found in the field.

System Requirements

NYSE Liffe Gateway 7.18.41 is released to address issues found in the field.

Installation Notes

Note: A clean install, or uninstall/reinstall is required if upgrading from versions prior to 7.18.40.

Please see the Euronext Optiq OEG Migration guide for full details.

Customers utilizing the X_TRADERĀ® Platform should request Logical Accesses (LA) for the FIX API.

Changes to Impliedconfig.cfg
With the move to Optiq OEG, the exchange has changed their Implied Prices model. In the near future, we will support Spontaneous (SIM) Implieds which are disseminated via the price feed. Customers must implement a new impliedconfig.cfg file on the following applications:

  • X_TRADER
  • SSE
  • ASE
  • AlgoSE

The new impliedconfig.cfg file may be downloaded here.

How Do I Configure the Order Server?
Euronext has split products into partitions as follows:
Commodity Derivatives - Segment 8
Index Derivatives - Segment 11
Equity Derivatives - Segment 12
Financial Derivatives - Segment 13

Note that each LA can only trade products on the segment it is permissioned for. So, an LA permissioned for Commodity Derivatives will not also be able to trade Index Derivatives.

Sample configuration for Logical Accesses in the hostinfo.cfg file, where 2 sessions are configured, one connecting to Segment 11 and the other to Segment 12:

[OrderServerSession_1]
PrimaryPort=123456
SenderCompId=00009999
SegmentID=11
LogicalAccessID=22222
CancelOnDisconnect=Y
Member=16G
LogSendReceive=1
A1=1:9
A2=1:8
A3=1:10
G1=1:10
G2=2:10
G3=2:10
M1=6:9
M2=6:8
M3=6:10
P1=2:9
P2=2:8
P3=2:9
U1=1:10

[OrderServerSession_2]
PrimaryPort=45678
SenderCompId=00008888
SegmentID=12
LogicalAccessID=33333
CancelOnDisconnect=Y
Member=16G
LogSendReceive=1
A1=1:9
A2=1:8
A3=1:10
G1=1:10
G2=2:10
G3=2:10
M1=6:9
M2=6:8
M3=6:10
P1=2:9
P2=2:8
P3=2:9
U1=1:10

The Member ID is configured by the customer. When LAs across Segments are assigned to the same Member, orders will be automatically routed to the correct LA based on the product being traded. So, a trade routed on an Index Derivative will use the associated LA for Segment 11, while a trade routed on an Equity Derivative will be routed on Segment 12.

The Firm ID (SenderCompId) provided by the exchange is always 8 characters, with any leading 0s required. For instance, if the ID is 12345, 00012345 would be used.

Note that no IP address is configured per Logical Access. The NYSE_Liffe-MSGWs.cfg file provides the connectivity parameters and Segment/Partition IDs needed to connect your order sessions to the exchange. The file is installed on the NYSE Liffe Gateway in root drive:ttconfig after clean and upgrade installations, and includes the Segment and Partition IDs and IP addresses provided by Euronext.

Enhancements

Fixes

  1. Order Server
    1. Addressed an issue with incorrect reporting of the TVTIC value (Ref 237412)

    2. The Account value is no longer required in the FFT2 field when using TTUS Account Permissions (Ref 237413)

    3. ClientID values of 1 and 2 (PNAL and AGGR) are now correctly supported for direct order entry. On Wholesale orders, ClientID values of 1 and 2 along with Account Type of House are rejected by the exchange, and we are working with the exchange pending their fix. (Ref 237417)

Known Issues

    • Implied Prices (Spontaneous Implied Matching and Event Driven Implied Matching) not supported
    • Wholesale volume is not reflected in Time and Sales
    • ClientID values of 1 and 2 (PNAL and AGGR) with an Account Type of House are not currently supported on Wholesale orders, we are working to address this with Euronext